Unless the order of comments is essential to maintain (there are relevant responses to it later in the exchange), a simple way to do it is to just delete the comment and rewrite it with the correction. If deletion isn't an option, it isn't harmful to write a second comment to correct the first, as suggested by Pekka. Yes, it's more comments, but at least this preserves the order of operations while also allowing you to address the necessary correction.
If the error is minor and negligible, such that people know what you mean anyway, it's something you can probably pass by.
A secondary correct comment, with or without deletion of the original, is generally sufficient. If it's absolutely necessary for editing and you can't delete the comment without making the entire thing senseless, consider flagging the comment for attention. Make sure to explicitly explain what changes need to be made - you're already getting a moderator to do it, so make their work easier by stating every necessary change.
Always see if you can just write a second comment instead. This gets the job done faster (so the correct info is seen earlier) and avoids piling extra work on both yourself and the attendant moderator. Only if you feel it is a must, should you resort to flagging.